AGQ Options History — June 2021 In June 2021, AGQ traded between $44.90 and $54.24. ATM implied volatility averaged 55.1%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 10.1% (HV 20d: 45.0%). Max pain ranged from $47.00 to $52.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.27.
Notable Days 2021-06-17 : Highest Volume — 6,853 contracts2021-06-04 : Largest IV drop — 6.3% change2021-06-01 : Highest IV Rank — 11.8%2021-06-07 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $49.41 $44.90 $54.24 $53.18 $46.18 Max Pain $49.14 $47.00 $52.00 $50.00 $47.00 ATM IV 55.1% 46.2% 61.2% 61.2% 49.6% Expected Move 15.9% 13.2% 17.6% 17.5% 14.2% HV 20d 45.0% 34.3% 50.4% 44.9% 49.4% HV 60d 48.9% 47.1% 51.1% 48.5% 48.4% IV Rank 7.1% 0.4% 11.8% 11.8% 3.0% IV Percentile 10.5% 0.4% 20.2% 19.8% 3.6% Term Structure 4.2% 1.9% 7.3% 1.9% 2.6% VWIV 59.0% 49.8% 64.7% 63.5% 51.7% Skew 25d -7.1% -13.9% 1.5% -9.0% 1.5% Skew 10d -15.1% -25.0% 1.5% -19.2% 1.5% Call IV 25d 62.1% 49.1% 71.7% 69.0% 51.1% Put IV 25d 55.0% 47.7% 59.9% 59.9% 52.5% Bid-Ask Spread % 21.38 9.30 38.14 26.40 19.36 Gamma HHI 0.08 0.05 0.15 0.09 0.06 Net GEX 1.0M 451.4K 1.7M 1.2M 706.6K Net DEX -38.0M -63.5M -7.5M -54.7M -22.4M Net VEX -271.8K -294.5K -240.0K -282.7K -261.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.27 0.08 0.73 0.24 0.19 Total Volume 2,345.591 896 6,853 1,794 896 Total OI 38,572.227 29,275 47,979 37,560 33,620
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-06-01 $53.18 $50.00 61.2% 17.5% 44.9% 11.8% 63.5% -9.0% 1.9% 1.2M -54.7M -282.7K 0.24 26.40 N/A N/A 1,448 346 26,224 11,336 2021-06-02 $54.24 $50.00 59.7% 17.1% 42.4% 10.6% 62.8% -7.2% 3.1% 1.3M -60.1M -284.0K 0.18 22.85 N/A N/A 2,038 362 26,454 11,507 2021-06-03 $51.29 $52.00 60.9% 17.5% 47.8% 11.5% 62.1% -12.9% 3.2% 1.1M -44.1M -280.7K 0.27 9.30 N/A N/A 2,458 664 27,382 11,801 2021-06-04 $52.66 $50.00 57.1% 17.5% 42.9% 8.6% 61.8% -13.9% 5.9% 1.3M -53.5M -291.3K 0.13 11.06 N/A N/A 2,537 318 27,986 12,222 2021-06-07 $53.11 $50.00 59.1% 17.6% 42.9% 10.2% 63.9% -12.3% 4.8% 1.5M -59.1M -291.3K 0.24 12.31 N/A N/A 967 236 29,074 12,229 2021-06-08 $52.07 $50.00 56.7% 16.6% 43.5% 8.3% 62.4% -9.8% 4.6% 1.4M -51.6M -284.6K 0.64 12.43 N/A N/A 709 454 29,634 12,373 2021-06-09 $52.74 $50.00 57.3% 16.4% 43.1% 8.8% 60.0% -10.7% 5.4% 1.5M -56.0M -287.9K 0.09 12.84 N/A N/A 1,975 184 29,627 12,654 2021-06-10 $53.56 $49.00 58.6% 16.8% 40.5% 9.8% 62.6% -12.8% 6.1% 1.7M -63.5M -293.6K 0.08 15.25 N/A N/A 2,157 175 30,270 12,630 2021-06-11 $53.16 $50.00 58.7% 16.8% 40.6% 9.9% 64.7% -12.2% 6.4% 1.7M -61.4M -294.5K 0.21 16.21 N/A N/A 2,246 476 31,032 12,648 2021-06-14 $53.05 $50.00 57.5% 16.5% 40.1% 9.0% 63.3% -11.9% 6.5% 1.6M -59.4M -284.8K 0.11 14.24 N/A N/A 1,716 183 31,147 12,735 2021-06-15 $52.15 $50.00 56.2% 16.1% 34.3% 7.9% 59.9% -9.4% 7.2% 1.3M -50.8M -276.0K 0.31 14.91 N/A N/A 1,400 430 31,250 12,804 2021-06-16 $51.02 $50.00 55.1% 15.8% 35.0% 7.1% 60.8% -10.9% 7.3% 1.0M -42.3M -271.1K 0.14 17.18 N/A N/A 1,614 228 31,681 12,995 2021-06-17 $45.68 $50.00 57.2% 16.4% 50.4% 8.7% 61.4% -4.5% 2.8% 701.1K -8.7M -240.0K 0.58 20.38 N/A N/A 4,326 2,527 32,153 12,973 2021-06-18 $45.20 $49.00 57.7% 16.5% 50.2% 9.1% 60.1% -2.4% 2.5% 833.4K -7.5M -253.6K 0.73 21.42 N/A N/A 1,308 951 33,573 14,406 2021-06-21 $45.41 $49.00 55.2% 15.8% 50.1% 7.2% 61.1% -2.5% 2.3% 451.4K -19.5M -254.5K 0.10 26.16 N/A N/A 2,396 242 19,820 9,455 2021-06-22 $44.90 $48.00 52.4% 15.0% 49.1% 5.1% 54.5% -1.8% 2.2% 524.8K -18.7M -256.5K 0.14 38.14 N/A N/A 1,096 150 21,406 9,672 2021-06-23 $45.01 $48.00 51.0% 14.6% 48.5% 4.1% 55.0% -2.8% 3.6% 548.3K -19.7M -258.1K 0.48 33.92 N/A N/A 3,203 1,540 21,777 9,778 2021-06-24 $45.41 $48.00 48.4% 13.9% 48.5% 2.0% 53.5% -3.2% 3.2% 611.8K -21.4M -262.8K 0.10 34.25 N/A N/A 1,225 119 22,068 9,937 2021-06-25 $45.90 $47.00 47.2% 13.5% 48.3% 1.1% 51.3% -4.7% 3.8% 678.8K -22.6M -264.9K 0.14 27.92 N/A N/A 1,230 168 22,636 9,994 2021-06-28 $46.10 $47.00 46.2% 13.2% 48.3% 0.4% 49.8% -1.2% 4.9% 685.8K -22.0M -257.9K 0.18 32.60 N/A N/A 799 144 22,639 9,997 2021-06-29 $44.92 $47.00 49.0% 14.1% 48.7% 2.5% 52.5% -1.0% 2.6% 582.4K -17.7M -248.6K 0.57 31.34 N/A N/A 2,521 1,441 22,932 10,058 2021-06-30 $46.18 $47.00 49.6% 14.2% 49.4% 3.0% 51.7% 1.5% 2.6% 706.6K -22.4M -261.1K 0.19 19.36 N/A N/A 752 144 23,336 10,284
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